+72.9%
PBR vs DGX
+45.0%
+28.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.5% | -10.5% | -6.5% |
| 7D | -11.0% | +4.1% | -15.1% | -10.5% |
| 30D | -18.8% | +10.5% | -29.3% | -18.0% |
| 3M | +7.8% | +9.8% | -2.0% | +8.8% |
| 6M | -7.6% | +34.6% | -42.1% | -6.2% |
| YTD | +72.7% | +49.8% | +22.8% | +67.0% |
| 1Y | +72.9% | +46.0% | +26.9% | +71.1% |
| All | +72.9% | +45.0% | +28.0% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling